-46.0%
TSLL vs NIO
-54.1%
+8.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.4% | -9.8% | -7.6% |
| 7D | -9.4% | -0.6% | -8.8% | -9.3% |
| 30D | +1.6% | -3.5% | +5.1% | +2.8% |
| 3M | +29.4% | -30.7% | +60.1% | +48.6% |
| 6M | -20.1% | -45.6% | +25.5% | -1.2% |
| YTD | -44.5% | -35.3% | -9.2% | -35.7% |
| 1Y | -46.0% | -53.9% | +7.9% | -16.0% |
| All | -46.0% | -54.1% | +8.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling